public void TestDistributionPoisson()
{
const double EPSILON = 0.000001;
IDoubleDistribution dist = new PoissonDistribution(m_model, "PoissonDistribution", Guid.NewGuid(), 5.0);
Assert.AreEqual(5.0, dist.GetValueWithCumulativeProbability(0.50), EPSILON);
dist.SetCDFInterval(0.5, 0.5);
Assert.AreEqual(5.0, dist.GetNext(), EPSILON);
dist.SetCDFInterval(0.0, 1.0);
System.IO.StreamWriter tw = new System.IO.StreamWriter(Environment.GetEnvironmentVariable("TEMP") + "\\DistributionPoisson.csv");
Debug.WriteLine("Generating raw data.");
const int DATASETSIZE = 1500000;
double[] rawData = new double[DATASETSIZE];
for (int x = 0; x < DATASETSIZE; x++)
{
rawData[x] = dist.GetNext();
//tw.WriteLine(rawData[x]);
}
Debug.WriteLine("Performing histogram analysis.");
Histogram1D_Double hist = new Histogram1D_Double(rawData, 0, 25, 25, "distribution");
hist.LabelProvider = new LabelProvider(((Histogram1D_Double)hist).DefaultLabelProvider);
hist.Recalculate();
List <double> expected = new List <double>()// From Excel.
{
10107, 50535, 126337, 210561, 263201, 263201, 219334, 156667, 97917, 54398, 27199, 12363, 5151, 1981,
708, 236, 74, 22, 6, 2, 0, 0, 0, 0, 0
};
IEnumerable <double> ied = new List <int>((int[])hist.Bins).Select(n => (double)n);
List <double> actual = new List <double>((IEnumerable <double>)ied);
double rmsError = Mathematics.RMSErrorCalculator.Calculate(expected, actual);
Assert.IsTrue(rmsError < 75, "Poisson distribution at lambda = 5 does not follow the expected curve.");
if (m_visuallyVerify)
{
Debug.WriteLine("Writing data dump file.");
int[] bins = (int[])hist.Bins;
for (int i = 0; i < bins.Length; i++)
{
//Debug.WriteLine(hist.GetLabel(new int[]{i}) + ", " + bins[i]);
tw.WriteLine(hist.GetLabel(new int[] { i }) + ", " + bins[i] + ", " + expected[i]);
}
tw.Flush();
tw.Close();
System.Diagnostics.Process.Start("excel.exe",
Environment.GetEnvironmentVariable("TEMP") + "\\DistributionPoisson.csv");
}
}
public void TestDistributionEmpirical()
{
double[] binBounds = new double[] { 4.0, 7.0, 8.0, 10.0, 13.0, 14.0 };
double[] heights = new double[] { 2.0, 4.0, 3.0, 6.0, 4.0 }; // Note - one less than in intervals.
IDoubleDistribution dist = new EmpiricalDistribution(m_model, "EmpiricalDistributionFromHistogram", Guid.NewGuid(), binBounds, heights);
Assert.IsTrue(dist.GetValueWithCumulativeProbability(0.50) == 10.5);
dist.SetCDFInterval(0.5, 0.5);
Assert.IsTrue(dist.GetNext() == 10.5);
dist.SetCDFInterval(0.0, 1.0);
System.IO.StreamWriter tw = new System.IO.StreamWriter(Environment.GetEnvironmentVariable("TEMP") + "\\DistributionEmpiricalFromHistogram.csv");
Debug.WriteLine("Generating raw data.");
int DATASETSIZE = 1500000;
double[] rawData = new double[DATASETSIZE];
for (int x = 0; x < DATASETSIZE; x++)
{
rawData[x] = dist.GetNext();
//tw.WriteLine(rawData[x]);
}
Debug.WriteLine("Performing histogram analysis.");
Histogram1D_Double hist = new Histogram1D_Double(rawData, 4, 14, 100, "distribution");
hist.LabelProvider = new LabelProvider(((Histogram1D_Double)hist).DefaultLabelProvider);
hist.Recalculate();
Debug.WriteLine("Writing data dump file.");
int[] bins = (int[])hist.Bins;
for (int i = 0; i < bins.Length; i++)
{
//Debug.WriteLine(hist.GetLabel(new int[]{i}) + ", " + bins[i]);
tw.WriteLine(hist.GetLabel(new int[] { i }) + ", " + bins[i]);
}
tw.Flush();
tw.Close();
if (m_visuallyVerify)
{
System.Diagnostics.Process.Start("excel.exe", Environment.GetEnvironmentVariable("TEMP") + "\\DistributionEmpiricalFromHistogram.csv");
}
}
public void TestDistributionTimeSpanExponential()
{
IDoubleDistribution dist = new ExponentialDistribution(m_model, "ExponentialDistribution", Guid.NewGuid(), 3.0, 3.0);
ITimeSpanDistribution tsd = new TimeSpanDistribution(m_model, "TSD:" + dist.Name, Guid.NewGuid(), dist, TimeSpanDistribution.Units.Minutes);
tsd.SetCDFInterval(0.5, 0.5);
Assert.IsTrue(tsd.GetNext().Equals(TimeSpan.FromMinutes(5.0794415416798362)));
tsd.SetCDFInterval(0.0, 1.0);
System.IO.StreamWriter tw = new System.IO.StreamWriter(Environment.GetEnvironmentVariable("TEMP") + "\\TimeSpanDistributionExponential.csv");
Debug.WriteLine("Generating raw data.");
int DATASETSIZE = 1500000;
double[] rawData = new double[DATASETSIZE];
for (int x = 0; x < DATASETSIZE; x++)
{
rawData[x] = tsd.GetNext().TotalMinutes;
//tw.WriteLine(rawData[x]);
}
Debug.WriteLine("Performing histogram analysis.");
Histogram1D_Double hist = new Histogram1D_Double(rawData, 0, 120.0, 100, "distribution");
hist.LabelProvider = new LabelProvider(((Histogram1D_Double)hist).DefaultLabelProvider);
hist.Recalculate();
Debug.WriteLine("Writing data dump file.");
int[] bins = (int[])hist.Bins;
for (int i = 0; i < bins.Length; i++)
{
//Debug.WriteLine(hist.GetLabel(new int[]{i}) + ", " + bins[i]);
tw.WriteLine(hist.GetLabel(new int[] { i }) + ", " + bins[i]);
}
tw.WriteLine("Sum of off-scale-high : " + (((double)hist.SumEntries(HistogramBinCategory.OffScaleHigh))));
tw.WriteLine("Average value : " + (((double)hist.SumEntries(HistogramBinCategory.All)) / ((double)hist.RawData.Length)));
tw.Flush();
tw.Close();
if (m_visuallyVerify)
{
System.Diagnostics.Process.Start("excel.exe", Environment.GetEnvironmentVariable("TEMP") + "\\TimeSpanDistributionExponential.csv");
}
}
public void TestDistributionExponential()
{
IDoubleDistribution dist = new ExponentialDistribution(m_model, "ExponentialDistribution", Guid.NewGuid(), 3.0, 3.0);
_Debug.Assert(dist.GetValueWithCumulativeProbability(0.50) == 5.0794415416798362, "Failure in TestDistributionExponential()");
dist.SetCDFInterval(0.5, 0.5);
_Debug.Assert(dist.GetNext() == 5.0794415416798362);
dist.SetCDFInterval(0.0, 1.0);
System.IO.StreamWriter tw = new System.IO.StreamWriter(Environment.GetEnvironmentVariable("TEMP") + "\\DistributionExponential.csv");
_Debug.WriteLine("Generating raw data.");
int DATASETSIZE = 1500000;
double[] rawData = new double[DATASETSIZE];
for (int x = 0; x < DATASETSIZE; x++)
{
rawData[x] = dist.GetNext();
//tw.WriteLine(rawData[x]);
}
_Debug.WriteLine("Performing histogram analysis.");
Histogram1D_Double hist = new Histogram1D_Double(rawData, 0, 30.0, 100, "distribution");
hist.LabelProvider = new LabelProvider(((Histogram1D_Double)hist).DefaultLabelProvider);
hist.Recalculate();
_Debug.WriteLine("Writing data dump file.");
int[] bins = (int[])hist.Bins;
for (int i = 0; i < bins.Length; i++)
{
//_Debug.WriteLine(hist.GetLabel(new int[]{i}) + ", " + bins[i]);
tw.WriteLine(hist.GetLabel(new int[] { i }) + ", " + bins[i]);
}
tw.WriteLine("Sum of off-scale-high : " + (((double)hist.SumEntries(HistogramBinCategory.OffScaleHigh))));
tw.WriteLine("Average value : " + (((double)hist.SumEntries(HistogramBinCategory.All)) / ((double)hist.RawData.Length)));
tw.Flush();
tw.Close();
if (m_visuallyVerify)
{
System.Diagnostics.Process.Start("excel.exe", Environment.GetEnvironmentVariable("TEMP") + "\\DistributionExponential.csv");
}
}
private void _TestDoubleHistogram(IDoubleDistribution dist, int nDataPoints, double low, double high, int nBins)
{
double[] rawData = new double[nDataPoints];
for (int x = 0; x < nDataPoints; x++)
{
rawData[x] = dist.GetNext();
}
IHistogram hist = new Histogram1D_Double(rawData, low, high, nBins, "Test Histogram");
hist.LabelProvider = new LabelProvider(((Histogram1D_Double)hist).DefaultLabelProviderWithError);
hist.Recalculate();
int[] bins = (int[])hist.Bins;
for (int i = 0; i < bins.Length; i++)
{
Debug.WriteLine(hist.GetLabel(new int[] { i }) + ", " + bins[i]);
}
}
public void TestDistributionNormal()
{
IDoubleDistribution dist = new NormalDistribution(m_model, "NormalDistribution", Guid.NewGuid(), 5, 1);
_Debug.Assert(dist.GetValueWithCumulativeProbability(0.50) == 5.0);
dist.SetCDFInterval(0.5, 0.5);
_Debug.Assert(dist.GetNext() == 5.0);
dist.SetCDFInterval(0.0, 1.0);
System.IO.StreamWriter tw = new System.IO.StreamWriter(Environment.GetEnvironmentVariable("TEMP") + "\\DistributionNormal.csv");
_Debug.WriteLine("Generating raw data.");
int DATASETSIZE = 1500000;
double[] rawData = new double[DATASETSIZE];
for (int x = 0; x < DATASETSIZE; x++)
{
rawData[x] = dist.GetNext();
//tw.WriteLine(rawData[x]);
}
_Debug.WriteLine("Performing histogram analysis.");
Histogram1D_Double hist = new Histogram1D_Double(rawData, 0, 7.5, 100, "distribution");
hist.LabelProvider = new LabelProvider(((Histogram1D_Double)hist).DefaultLabelProvider);
hist.Recalculate();
_Debug.WriteLine("Writing data dump file.");
int[] bins = (int[])hist.Bins;
for (int i = 0; i < bins.Length; i++)
{
tw.WriteLine(hist.GetLabel(new int[] { i }) + ", " + bins[i]);
}
tw.Flush();
tw.Close();
if (m_visuallyVerify)
{
System.Diagnostics.Process.Start("excel.exe", Environment.GetEnvironmentVariable("TEMP") + "\\DistributionNormal.csv");
}
}
